Generalized Kalman smoothing: Modeling and algorithms
- Aleksandr Y. Aravkin
- James V. Burke
- et al.
- 2017
- Automatica
Paper
Publications
10 results for Gianluigi Pillonetto
The connection between Bayesian estimation of a Gaussian random field and RKHS
- Aleksandr Y. Aravkin
- Bradley M. Bell
- et al.
- 2015
- IEEE TNNLS
PaperOutlier robust kernel-based system identification using ℓ1-Laplace techniques
- Giulio Bottegal
- Hakan Hjalmarsson
- et al.
- 2015
- CDC 2015
Conference paperA new kernel-based approach for identification of time-varying linear systems
- Gianluigi Pillonetto
- Aleksandr Aravkin
- 2014
- MLSP 2014
Conference paperKalman smoothing with persistent nuisance parameters
- Aleksandr Aravkin
- Karthikeyan Natesan Ramamurthy
- et al.
- 2014
- MLSP 2014
Conference paperOutlier robust system identification: A Bayesian kernel-based approach
- Giulio Bottegal
- Aleksandr Y. Aravkin
- et al.
- 2014
- IFAC 2014
Conference paperConvex vs non-convex estimators for regression and sparse estimation: The Mean Squared Error properties of ARD and GLasso
- Aleksandr Aravkin
- James V. Burke
- et al.
- 2014
- JMLR
PaperRobust and trend-following student's T Kalman smoothers
- Aleksandr Y. Aravkin
- James V. Burke
- et al.
- 2014
- SICON
PaperLinear system identification using stable spline kernels and PLQ penalties
- Aleksandr Y. Aravkin
- James V. Burke
- et al.
- 2013
- CDC 2013
Conference paperSparse/robust estimation and kalman smoothing with nonsmooth log-concave densities: Modeling, computation, and theory
- Aleksandr Y. Aravkin
- James V. Burke
- et al.
- 2013
- JMLR
Paper